I uses the FetchXML Builder from the XRMToolBox if you are wondering how I tested this.

You will next need to add this FetchXML into a new Dataset as displayed below:

Next you will need to create a new Parameter. You may wish to tick or untick ‘Allow multiple values’ depending on what your requirement is.

Within the ‘Available Values’ Tab. You will tick the value ‘Get values from a query’ and then set the other values like so:

Dataset – The Dataset which includes the Option Set FetchXML

Value field – ‘attributevalueValue’, this field includes the number value of the Option Set

Label field – ‘value’, this is what will be displayed to the user when they run the report and choose which Option Set value they wish to filter by

Next, you will need to add another dataset you wish to bring back to show on your report. In my example I wish to bring back Account details which belong to ‘Argentina’ or ‘Brazil’. I created the FetchXML below: